NYMEX Light Sweet Crude Oil Future February 2015
Trading Metrics calculated at close of trading on 13-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
95.32 |
94.92 |
-0.40 |
-0.4% |
95.09 |
High |
95.32 |
95.39 |
0.07 |
0.1% |
95.94 |
Low |
94.32 |
94.50 |
0.18 |
0.2% |
94.48 |
Close |
94.89 |
95.35 |
0.46 |
0.5% |
95.24 |
Range |
1.00 |
0.89 |
-0.11 |
-11.0% |
1.46 |
ATR |
0.98 |
0.97 |
-0.01 |
-0.7% |
0.00 |
Volume |
4,520 |
5,951 |
1,431 |
31.7% |
28,551 |
|
Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
97.75 |
97.44 |
95.84 |
|
R3 |
96.86 |
96.55 |
95.59 |
|
R2 |
95.97 |
95.97 |
95.51 |
|
R1 |
95.66 |
95.66 |
95.43 |
95.82 |
PP |
95.08 |
95.08 |
95.08 |
95.16 |
S1 |
94.77 |
94.77 |
95.27 |
94.93 |
S2 |
94.19 |
94.19 |
95.19 |
|
S3 |
93.30 |
93.88 |
95.11 |
|
S4 |
92.41 |
92.99 |
94.86 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.60 |
98.88 |
96.04 |
|
R3 |
98.14 |
97.42 |
95.64 |
|
R2 |
96.68 |
96.68 |
95.51 |
|
R1 |
95.96 |
95.96 |
95.37 |
96.32 |
PP |
95.22 |
95.22 |
95.22 |
95.40 |
S1 |
94.50 |
94.50 |
95.11 |
94.86 |
S2 |
93.76 |
93.76 |
94.97 |
|
S3 |
92.30 |
93.04 |
94.84 |
|
S4 |
90.84 |
91.58 |
94.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
95.94 |
94.32 |
1.62 |
1.7% |
0.93 |
1.0% |
64% |
False |
False |
5,490 |
10 |
96.27 |
94.18 |
2.09 |
2.2% |
0.95 |
1.0% |
56% |
False |
False |
5,621 |
20 |
98.68 |
94.18 |
4.50 |
4.7% |
0.99 |
1.0% |
26% |
False |
False |
6,324 |
40 |
101.33 |
94.18 |
7.15 |
7.5% |
0.88 |
0.9% |
16% |
False |
False |
4,913 |
60 |
101.33 |
94.18 |
7.15 |
7.5% |
0.80 |
0.8% |
16% |
False |
False |
4,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
99.17 |
2.618 |
97.72 |
1.618 |
96.83 |
1.000 |
96.28 |
0.618 |
95.94 |
HIGH |
95.39 |
0.618 |
95.05 |
0.500 |
94.95 |
0.382 |
94.84 |
LOW |
94.50 |
0.618 |
93.95 |
1.000 |
93.61 |
1.618 |
93.06 |
2.618 |
92.17 |
4.250 |
90.72 |
|
|
Fisher Pivots for day following 13-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
95.22 |
95.24 |
PP |
95.08 |
95.13 |
S1 |
94.95 |
95.02 |
|